Lampiran 1. Data Nama Perusahaan dan Variabel Penelitian

LAMPIRAN 105

106 Lampiran 1. Data Nama Perusahaan dan Variabel Penelitian Tahun 2007 2008 2009 Nama Perusahaan ROA (kuartal III) DER (kuartal III) Tingkat Suku Bunga SBI per 31 Des. Nilai Tukar Rupiah per 31 Des. (Rp.) Harga Saham (Rp.) PT Astra International Tbk 0.0911 1.2159 0.08 9419 27300 PT Astra Otoparts Tbk 0.0863 0.5869 0.08 9419 3325 PT Hexindo Adiperkasa Tbk 0.0263 2.6454 0.08 9419 740 PT Indo Kordsa Tbk 0.0109 0.5803 0.08 9419 1900 PT Indomobil Sukses Internasional Tbk 0.0014 23.1981 0.08 9419 1170 PT Indospring Tbk 0.0174 6.0066 0.08 9419 1450 PT Intraco Penta Tbk 0.0063 1.7183 0.08 9419 550 PT Multi Prima Sejahtera Tbk 0.1359 0.6335 0.08 9419 1600 PT Multistrada Arah Sarana Tbk 0.0133 0.3646 0.08 9419 215 PT Nipress Tbk 0.0253 1.8255 0.08 9419 1850 PT Selamat Sempurna Tbk 0.0824 0.5690 0.08 9419 430 PT Tunas Ridean Tbk 0.0431 3.0567 0.08 9419 1240 PT United Tractor Tbk 0.0876 1.3864 0.08 9419 10900 PT Astra International Tbk 0.1164 1.2796 0.0925 10950 10550 PT Astra Otoparts Tbk 0.1592 0.5322 0.0925 10950 3500 PT Hexindo Adiperkasa Tbk 0.1282 1.6686 0.0925 10950 690 PT Indo Kordsa Tbk 0.0363 0.4860 0.0925 10950 1800 PT Indomobil Sukses Internasional Tbk 0.0223 19.7065 0.0925 10950 1200 PT Indospring Tbk 0.0662 5.3266 0.0925 10950 1200 PT Intraco Penta Tbk 0.0350 1.9418 0.0925 10950 234 PT Multi Prima Sejahtera Tbk 0.0904 0.5814 0.0925 10950 1100 PT Multistrada Arah Sarana Tbk 0.0293 0.7391 0.0925 10950 140 PT Nipress Tbk 0.0697 1.5680 0.0925 10950 1490 PT Selamat Sempurna Tbk 0.0649 0.7642 0.0925 10950 650 PT Tunas Ridean Tbk 0.0521 2.9965 0.0925 10950 750 PT United Tractor Tbk 0.1040 0.9074 0.0925 10950 4400 PT Astra International Tbk 0.1044 1.0170 0.065 9400 34700 PT Astra Otoparts Tbk 0.1288 0.4076 0.065 9400 5750 PT Hexindo Adiperkasa Tbk 0.0696 1.6056 0.065 9400 3150 PT Indo Kordsa Tbk 0.0337 0.3182 0.065 9400 1450 PT Indomobil Sukses Internasional Tbk 0.0324 11.7066 0.065 9400 860 PT Indospring Tbk 0.0782 3.1432 0.065 9400 1250 PT Intraco Penta Tbk 0.0370 2.0776 0.065 9400 690 PT Multi Prima Sejahtera Tbk 0.0294 0.5359 0.065 9400 1100

107 Tahun 2010 Nama Perusahaan ROA (kuartal III) DER (kuartal III) Tingkat Suku Bunga SBI per 31 Des. Nilai Tukar Rupiah per 31 Des. (Rp.) Harga Saham (Rp.) PT Multistrada Arah Sarana Tbk 0.0485 0.8167 0.065 9400 205 PT Nipress Tbk 0.0214 1.2064 0.065 9400 1450 PT Selamat Sempurna Tbk 0.1247 0.5892 0.065 9400 750 PT Tunas Ridean Tbk 0.1423 0.6066 0.065 9400 1740 PT United Tractor Tbk 0.1278 0.7381 0.065 9400 15500 PT Astra International Tbk 0.1137 1.0735 0.065 8991 54550 PT Astra Otoparts Tbk 0.1661 0.3986 0.065 8991 13950 PT Hexindo Adiperkasa Tbk 0.0851 1.1118 0.065 8991 7150 PT Indo Kordsa Tbk 0.0684 0.2929 0.065 8991 2400 PT Indomobil Sukses Internasional Tbk 0.0625 6.4647 0.065 8991 7600 PT Indospring Tbk 0.0862 2.5188 0.065 8991 10500 PT Intraco Penta Tbk 0.0310 2.6447 0.065 8991 2450 PT Multi Prima Sejahtera Tbk 0.0680 0.2103 0.065 8991 3125 PT Multistrada Arah Sarana Tbk 0.0407 0.7993 0.065 8991 330 PT Nipress Tbk 0.0282 1.1604 0.065 8991 3975 PT Selamat Sempurna Tbk 0.1112 0.9020 0.065 8991 1070 PT Tunas Ridean Tbk 0.1016 0.6843 0.065 8991 580 PT United Tractor Tbk 0.1066 0.7656 0.065 8991 23800

108 Lampiran 2. Deskripsi Data Penelitian Descriptive Statistics N Minimum Maximum Mean Std. Deviation ROA 52.0014.1661.070171.0430483 DER 52.2103 23.1981 2.424632 4.3289067 Tingkat Suku Bunga SBI 52.0650.0925.075625.0116197 Nilai Tukar Rupiah 52 8991 10950 9690.00 754.576 Harga Saham 52 140 54550 5393.25 9927.434 Valid N (listwise) 52

109 Lampiran 3. Hasil Uji Asumsi Klasik 1. Pengaruh ROA Terhadap Harga Saham a. Uji Normalitas 1) Data sebelum ditransformasi One-Sample Kolmogorov-Smirnov Test Residual N 52 Normal Parameters a,,b Mean.0000000 Std. Deviation 9.18742271E3 Most Extreme Differences Absolute.250 Positive.250 Negative -.139 Kolmogorov-Smirnov Z 1.802 Asymp. Sig. (2-tailed).003 a. Test distribution is Normal. b. Calculated from data.

110 2) Data setelah ditransformasi One-Sample Kolmogorov-Smirnov Test Residual N 52 Normal Parameters a,,b Mean.0000000 Std. Deviation 1.24038609 Most Extreme Differences Absolute.062 Positive.062 Negative -.054 Kolmogorov-Smirnov Z.450 Asymp. Sig. (2-tailed).987 a. Test distribution is Normal. b. Calculated from data. b. Uji Linearitas Model Summary b Model R R Square 1 Adjusted R Square.064 a.004 -.016 a. Predictors: (Constant), LN_ROA2 b. Dependent Variable: Residual Std. Error of the Estimate 1.25013412

111 c. Uji heterokedastisitas d. Uji Autokorelasi Model R R Square Model Summary b Adjusted R Square Std. Error of the Estimate Durbin-Watson 1.424 a.180.164 1.25273 1.359 a. Predictors: (Constant), LN_ROA b. Dependent Variable: LN_HargaSaham

112 2. Pengaruh DER Terhadap Harga Saham a. Uji Normalitas 1) Data sebelum ditransformasi One-Sample Kolmogorov-Smirnov Test Residual N 52 Normal Parameters a,,b Mean.0000000 Std. Deviation 9.85199115E3 Most Extreme Differences Absolute.288 Positive.288 Negative -.279 Kolmogorov-Smirnov Z 2.078 Asymp. Sig. (2-tailed).000 a. Test distribution is Normal. b. Calculated from data.

113 2) Data setelah ditransformasi One-Sample Kolmogorov-Smirnov Test Residual N 52 Normal Parameters a,,b Mean.0000000 Std. Deviation 1.36631877 Most Extreme Differences Absolute.129 Positive.129 Negative -.064 Kolmogorov-Smirnov Z.927 Asymp. Sig. (2-tailed).356 a. Test distribution is Normal. b. Calculated from data. b. Uji Linearitas Model R R Square Model Summary b Adjusted R Square Std. Error of the Estimate 1.060 a.004 -.016 1.37740556 a. Predictors: (Constant), LN_DER2 b. Dependent Variable: Residual

114 c. Uji heterokedastisitas d. Uji Autokorelasi Model R R Square Model Summary b Adjusted R Square Std. Error of the Estimate Durbin-Watson 1.072 a.005 -.015 1.37991 1.152 a. Predictors: (Constant), LN_DER b. Dependent Variable: LN_HargaSaham

115 3. Pengaruh Tingkat Suku Bunga SBI terhadap Harga Saham a. Uji Normalitas 1) Data sebelum ditransformasi One-Sample Kolmogorov-Smirnov Test Residual N 52 Normal Parameters a,,b Mean.0000000 Std. Deviation 9.63060070E3 Most Extreme Differences Absolute.288 Positive.288 Negative -.221 Kolmogorov-Smirnov Z 2.079 Asymp. Sig. (2-tailed).000 a. Test distribution is Normal. b. Calculated from data.

116 2) Data setelah ditransformasi One-Sample Kolmogorov-Smirnov Test Residual N 52 Normal Parameters a,,b Mean.0000000 Std. Deviation 1.31392072 Most Extreme Differences Absolute.113 Positive.113 Negative -.044 Kolmogorov-Smirnov Z.814 Asymp. Sig. (2-tailed).521 a. Test distribution is Normal. b. Calculated from data. b. Uji Linearitas Model R R Square Model Summary b Adjusted R Square Std. Error of the Estimate 1.000 a.000 -.020 1.32699483 a. Predictors: (Constant), LN_TingkatSukuBungaSBI2 b. Dependent Variable: Residual

117 c. Uji heterokedastisitas d. Uji Autokorelasi Model R R Square Model Summary b Adjusted R Square Std. Error of the Estimate Durbin-Watson 1.283 a.080.062 1.32699 1.196 a. Predictors: (Constant), LN_TingkatSukuBungaSBI b. Dependent Variable: LN_HargaSaham

118 4. Pengaruh Nilai Tukar Rupiah Terhadap Harga Saham a. Uji Normalitas 1. Data sebelum ditransformasi One-Sample Kolmogorov-Smirnov Test Residual N 52 Normal Parameters a,,b Mean.0000000 Std. Deviation 9.64065496E3 Most Extreme Differences Absolute.273 Positive.273 Negative -.226 Kolmogorov-Smirnov Z 1.972 Asymp. Sig. (2-tailed).001 a. Test distribution is Normal. b. Calculated from data.

119 2) Data setelah ditransformasi One-Sample Kolmogorov-Smirnov Test Residual N 52 Normal Parameters a,,b Mean.0000000 Std. Deviation 1.31366006 Most Extreme Differences Absolute.105 Positive.105 Negative -.043 Kolmogorov-Smirnov Z.756 Asymp. Sig. (2-tailed).617 a. Test distribution is Normal. b. Calculated from data. b. Uji Linearitas Model R R Square Model Summary b Adjusted R Square Std. Error of the Estimate 1.001 a.000 -.020 1.32673146 a. Predictors: (Constant), LN_NilaiTukarRupiah2 b. Dependent Variable: Residual

120 c. Uji heterokedastisitas d. Uji Autokorelasi Model R R Square Model Summary b Adjusted R Square Std. Error of the Estimate Durbin-Watson 1.283 a.080.062 1.32673 1.199 a. Predictors: (Constant), LN_NilaiTukarRupiah b. Dependent Variable: LN_HargaSaham

121 Lampiran 4. Hasil Analisis Regresi Linear Sederhana Model 1. Return on Assets (ROA) Coefficients a Coefficients Standardized Coefficients B Std. Error Beta 1 (Constant) 9.477.596 15.903.000 LN_ROA.644.194.424 3.314.002 a. Dependent Variable: LN_HargaSaham Model 2. Debt to Equity Ratio (DER) Coefficients a Coefficients Standardized Coefficients B Std. Error Beta 1 (Constant) 7.608.195 38.932.000 LN_DER -.096.190 -.072 -.508.613 a. Dependent Variable: LN_HargaSaham t t Sig. Sig. Model 3. Tingkat Suku Bunga SBI Coefficients a Coefficients Standardized Coefficients B Std. Error Beta 1 (Constant).920 3.203.287.775 LN_TingkatSukuBungaSBI -2.571 1.233 -.283-2.085.042 a. Dependent Variable: LN_HargaSaham t Sig. Model 4. Nilai Tukar Rupiah Coefficients a Coefficients Standardized Coefficients B Std. Error Beta 1 (Constant) 54.905 22.639 2.425.019 LN_NilaiTukarRupiah -5.157 2.467 -.283-2.090.042 a. Dependent Variable: LN_HargaSaham t Sig.